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Decisions in Economics and Finance

1978 - 2021

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
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Volume 44, issue 1, 2021

Introduction to Special Issue on “Innovating Actuarial Research on Financial Risk and Enterprise Risk Management” pp. 1-4 Downloads
Marcello Galeotti
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour pp. 5-22 Downloads
Fabio Baione, Davide Biancalana and Paolo Angelis
Reverse mortgages through artificial intelligence: new opportunities for the actuaries pp. 23-35 Downloads
Emilia Lorenzo, Gabriella Piscopo, Marilena Sibillo and Roberto Tizzano
Modelling dynamic lapse with survival analysis and machine learning in CPI pp. 37-56 Downloads
Marco Aleandri and Alessia Eletti
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate pp. 57-72 Downloads
Ludovic Goudenège, Andrea Molent and Antonino Zanette
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents pp. 73-100 Downloads
Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela
Longevity risk and economic growth in sub-populations: evidence from Italy pp. 101-115 Downloads
Giuseppina Bozzo, Susanna Levantesi and Massimiliano Menzietti
Heterogeneity and uncertainty in a multistate framework pp. 117-139 Downloads
D. Tabakova and E. Pitacco
On the determinants of data breaches: A cointegration analysis pp. 141-160 Downloads
Domenico Giovanni, Arturo Leccadito and Marco Pirra
Optimal annuitisation in a deterministic financial environment pp. 161-175 Downloads
Griselda Deelstra, Pierre Devolder and Roberta Melis
Climate change management: a resilience strategy for flood risk using Blockchain tools pp. 177-190 Downloads
Emanuele Vannucci, Andrea Jonathan Pagano and Francesco Romagnoli
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures pp. 191-195 Downloads
Espen Gaarder Haug
Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate pp. 197-214 Downloads
Tahereh Khodamoradi, Maziar Salahi and Ali Reza Najafi
Managing liquidity with portfolio staleness pp. 215-239 Downloads
Giuseppe Buccheri, Davide Pirino and Luca Trapin
Pricing basket default swaps using quasi-analytic techniques pp. 241-267 Downloads
Nneka Umeorah, Phillip Mashele and Matthias Ehrhardt
Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints pp. 269-294 Downloads
Marco Di Francesco
MURAME parameter setting for creditworthiness evaluation: data-driven optimization pp. 295-339 Downloads
Marco Corazza, Giovanni Fasano, Stefania Funari and Riccardo Gusso
Delay two-sector economic growth model with a Cobb–Douglas production function pp. 341-358 Downloads
Akio Matsumoto and Ferenc Szidarovszky
Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model pp. 359-374 Downloads
Marco Guerrazzi
Nonlinear optimal control of coupled time-delayed models of economic growth pp. 375-399 Downloads
G. Rigatos, P. Siano, M. Abbaszadeh and Taniya Ghosh
Stochastic dominance efficient sets and stochastic spanning pp. 401-409 Downloads
Stelios Arvanitis
Breaking ties in collective decision-making pp. 411-457 Downloads
Daniela Bubboloni and Michele Gori
Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring pp. 459-483 Downloads
Raffaella Coppier, Francesca Grassetti and Elisabetta Michetti

Volume 43, issue 2, 2020

Preface to the special issue on performance measurement and efficiency analysis—theory and practice pp. 409-412 Downloads
Laura Carosi, Ana Camanho, Giovanna D’Inverno, Kristof De Witte and Rossana Riccardi
A three-system approach that integrates DEA, BSC, and AHP for museum evaluation pp. 413-441 Downloads
Antonella Basso and Stefania Funari
Interactive consistency correction in the analytic hierarchy process to preserve ranks pp. 443-464 Downloads
Alessio Ishizaka and Sajid Siraj
Underestimation functions for a rank-two partitioning method pp. 465-489 Downloads
Riccardo Cambini
Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry pp. 491-518 Downloads
Emmanuel Kwasi Mensah
Efficiency evaluation under uncertainty: a stochastic DEA approach pp. 519-538 Downloads
P. Beraldi and M. E. Bruni
Groundwater extraction among overlapping generations: a differential game approach pp. 539-556 Downloads
Marta Biancardi, Lucia Maddalena and Giovanni Villani
A special issue on multi-criteria decision aiding pp. 557-558 Downloads
Matteo Brunelli, Michele Fedrizzi, Salvatore Greco, José Rui Figueira and Roman Słowiński
Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures pp. 559-582 Downloads
Luca Anzilli and Silvio Giove
Shapley and superShapley aggregation emerging from consensus dynamics in the multicriteria Choquet framework pp. 583-611 Downloads
Silvia Bortot, Ricardo Alberto Marques Pereira and Anastasia Stamatopoulou
Incoherence measures and relations between coherence conditions for pairwise comparisons pp. 613-635 Downloads
Matteo Brunelli and Bice Cavallo
Relations between coherence conditions and row orders in pairwise comparison matrices pp. 637-656 Downloads
Bice Cavallo and Livia D’Apuzzo
Inconsistency evaluation in pairwise comparison using norm-based distances pp. 657-672 Downloads
Michele Fedrizzi, Nino Civolani and Andrew Critch
Integrating fuzzy goal programming and data envelopment analysis to incorporate preferred decision-maker targets in efficiency measurement pp. 673-690 Downloads
Debora Di Caprio, Ali Ebrahimnejad, Mojtaba Ghiyasi and Francisco J. Santos-Arteaga
The characterization of demand and excess demand functions, revisited pp. 691-707 Downloads
Marwan Aloqeili
A net present value approach to health insurance choice pp. 709-724 Downloads
Raquel J. Fonseca and Luísa Cunha
Dynamic effects of consumption externalities pp. 725-750 Downloads
Riham Barbar and Mohanad Ismael
Pricing electricity forwards under future information on the stochastic mean-reversion level pp. 751-767 Downloads
Markus Hess
Existence, multiplicity and policy prescriptions for debt sustainability in an OLG model with fiscal policy and debt pp. 769-786 Downloads
Lorenzo Cerboni Baiardi and Ahmad Naimzada
Constructing dynamic life tables with a single-factor model pp. 787-825 Downloads
David Atance, Alejandro Balbás and Eliseo Navarro

Volume 43, issue 1, 2020

A special issue on the mathematics of subjective probability pp. 1-2 Downloads
Gianluca Cassese, Pietro Rigo and Barbara Vantaggi
A notion of conditional probability and some of its consequences pp. 3-15 Downloads
Patrizia Berti, Emanuela Dreassi and Pietro Rigo
Predictive distributions that mimic frequencies over a restricted subdomain pp. 17-41 Downloads
Frank Lad and Giuseppe Sanfilippo
Optimal markov strategies pp. 43-54 Downloads
William D. Sudderth
Semilattices, canonical embeddings and representing measures pp. 55-74 Downloads
Gianluca Cassese
A note on rational inattention and rate distortion theory pp. 75-89 Downloads
Tommaso Denti, Massimo Marinacci and Luigi Montrucchio
Decisions on production and quality pp. 91-107 Downloads
Luca Grosset and Bruno Viscolani
A dynamic private property resource game with asymmetric firms pp. 109-127 Downloads
Luca Grilli and Michele Bisceglia
On the construction of optimal payoffs pp. 129-153 Downloads
L. Rüschendorf and Steven Vanduffel
A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics pp. 155-185 Downloads
Ahmad Naimzada and Marina Pireddu
Market attention and Bitcoin price modeling: theory, estimation and option pricing pp. 187-228 Downloads
Alessandra Cretarola, Gianna Figà-Talamanca and Marco Patacca
Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? pp. 229-249 Downloads
Katarzyna Romaniuk
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results pp. 251-267 Downloads
Marzia De Donno, Marco Magnani and Mario Menegatti
A note on Stein’s overreaction puzzle pp. 269-276 Downloads
Yuehao Lin and Thorsten Lehnert
Trading strategy with stochastic volatility in a limit order book market pp. 277-301 Downloads
Qing-Qing Yang, Wai-Ki Ching, Jiawen Gu and Tak Kuen Siu
Pricing and hedging defaultable participating contracts with regime switching and jump risk pp. 303-339 Downloads
Olivier Le Courtois, François Quittard-Pinon and Xiaoshan Su
Optimal reinsurance and investment in a diffusion model pp. 341-361 Downloads
Matteo Brachetta and Hanspeter Schmidli
Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models pp. 363-372 Downloads
Marco Sorge
When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market pp. 373-408 Downloads
Hanchao Liu
Page updated 2021-07-26